PCA Index Dashboard Examples#
This script was last run at 2024-03-25 06:20:40.099288+00:00 (UTC)
In US/Central Time, this is 2024-03-25 01:20:40.099288-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.896937 | -0.474606 | 0.086235 | -0.008859 | 0.545231 | 0.254478 |
| 1997-01-03 | -0.885227 | -0.474606 | -0.155571 | 0.006649 | 0.744820 | 0.205312 |
| 1997-01-06 | -0.881324 | -0.474606 | -0.064142 | -0.016613 | 0.777699 | 0.269265 |
| 1997-01-07 | -0.881324 | -0.453786 | -0.129104 | -0.047629 | 0.837328 | 0.382897 |
| 1997-01-08 | -0.893033 | -0.453786 | -0.022036 | -0.086398 | 0.785361 | 0.496136 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-18 | -0.869615 | -1.473968 | -0.733017 | 1.650488 | 0.714264 | 0.682696 |
| 2024-03-19 | -0.881324 | -1.463558 | -0.794371 | 1.658242 | 0.738841 | 0.558592 |
| 2024-03-20 | -0.865711 | -1.401098 | -0.888206 | 1.720274 | 0.828014 | 0.465811 |
| 2024-03-21 | -0.900840 | -1.432328 | -0.902642 | 1.728028 | 0.836635 | 0.472552 |
| 2024-03-22 | -0.900840 | -1.453148 | -0.902642 | 1.728028 | 0.751804 | 0.472552 |
7193 rows × 6 columns
pc1
DATE
1997-01-02 -0.577312
1997-01-03 -0.683434
1997-01-06 -0.666343
1997-01-07 -0.702706
1997-01-08 -0.672380
...
2024-03-18 -1.564377
2024-03-19 -1.572082
2024-03-20 -1.596224
2024-03-21 -1.626237
2024-03-22 -1.613885
Name: PC1, Length: 7193, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()